FIX.Latest_EP273 Component

MDFullGrp

<Full>


Pedigree Added FIX.4.4

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Field or ComponentField NameAbbr NameReq'dCommentsPedigree
Repeating Group 268NoMDEntries Number of entries following.Added FIX.4.4
269MDEntryTypeTypYRequired if NoMDEntries(268) > 0.Added FIX.4.4 Updated EP190
278MDEntryIDMDID Conditionally required when maintaining an order-depth book (AggregatedBook(266) is N). Allows subsequent Incremental changes to be applied using MDEntryID(278).Added EP-1 Updated EP190
270MDEntryPxPx Conditionally required if MDEntryType(269) is not A (Imbalance), B (Trade Volume), or C (Open Interest); Conditionally required when MDEntryType(269) = Q (Auction clearing price).Added FIX.4.4 Updated EP190
423PriceTypePxTyp Added EP-1
ComponentPriceQualifierGrpPxQual Added EP230
819AvgPxIndicatorAvgPxInd Added EP240
ComponentYieldDataYield Added EP-1 Updated EP190
ComponentSpreadOrBenchmarkCurveDataSprdBnchmkCurve Added EP-1 Updated EP190
40OrdTypeOrdTyp Used to support market mechanism type; limit order, market order, committed principal orderAdded EP-1
15CurrencyCcy Can be used to specify the currency of the quoted price.Added FIX.4.4
2897CurrencyCodeSourceCcySrc Added EP273
120SettlCurrencySettlCcy Required for NDFs to specify the settlement currency (fixing currency).Added EP82
2899SettlCurrencyCodeSourceSettlCcySrc Added EP273
ComponentRateSourceRtSrc Added EP82
271MDEntrySizeSz Conditionally required when MDUpdateAction(279) = 0 (New) and MDEntryType(269) = 0 (Bid), 1 (Offer), 2 (Trade), B (Trade volume), or C (Open interest).Added FIX.4.4 Updated EP190
ComponentSecSizesGrpSecSizesGrp Added EP-1
1093LotTypeLotTyp Can be used to specify the lot type of the quoted size in order depth books.Added EP-1
272MDEntryDateDt Added FIX.4.4
273MDEntryTimeTm Added FIX.4.4
274TickDirectionTickDirctn Added FIX.4.4
275MDMktMkt Market posting quote / trade. Valid values: See Volume 6: Appendix 6-CAdded FIX.4.4 Deprecated FIX.5.0
336TradingSessionIDSesID Added FIX.4.4
625TradingSessionSubIDSesSub Added FIX.4.4
326SecurityTradingStatusTrdgStat Added EP-1
327HaltReasonHaltRsn Added EP-1
2447FastMarketIndicatorFastMktInd Added EP190
2705MarketConditionMktCond Added EP229
276QuoteConditionQCond Space-delimited list of conditions describing a quote.Added FIX.4.4
277TradeConditionTrdCond Space-delimited list of conditions describing a tradeAdded FIX.4.4
ComponentTradePriceConditionGrpTrdPxConds Added EP163
2667AlgorithmicTradeIndicatorAlgoTrdInd Added EP216
282MDEntryOriginatorOrig Added FIX.4.4 Deprecated FIX.5.0
283LocationIDLctnID Added FIX.4.4 Deprecated FIX.5.0
284DeskIDDeskID Added FIX.4.4 Deprecated FIX.5.0
286OpenCloseSettlFlagOpenClsSettlFlag Used if MDEntryType(269) = 4 (Opening price), 5 (Closing price), or 6 (Settlement price).Added FIX.4.4 Updated EP190
59TimeInForceTmInForce For optional use when this Bid or Offer represents an orderAdded FIX.4.4
432ExpireDateExpireDt For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry.Added FIX.4.4 Updated EP190
126ExpireTimeExpireTm For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry.Added FIX.4.4 Updated EP190
1629ExposureDurationExpsreDur Conditionally required when TimeInForce(59) = A (Good for Time).Added EP100 Updated EP190
1916ExposureDurationUnitExpsreDurUnit Added EP159
110MinQtyMinQty For optional use when this Bid or Offer represents an orderAdded FIX.4.4
18ExecInstExecInst Can contain multiple instructions, space delimited.Added FIX.4.4
287SellerDaysSellerDays Added FIX.4.4
37OrderIDOrdID For optional use when this Bid, Offer, or Trade represents an orderAdded FIX.4.4
198SecondaryOrderIDOrdID2 For optional use to support Hit/Take (selecting a specific order from the feed) without disclosing a private order id.Added EP-1
299QuoteEntryIDEntryID For optional use when this Bid, Offer, or Trade represents a quoteAdded FIX.4.4
1003TradeIDTrdID For optional use in reporting Trades.Added EP201
1851StrategyLinkIDStrategyLinkID For optional use in reporting Trades.
May be used to link together trades that are reported separately but are part of the same overall trade, e.g. spread trade and their constituent trades.
Added EP201
288MDEntryBuyerBuyer For optional use in reporting TradesAdded FIX.4.4
289MDEntrySellerSeller For optional use in reporting TradesAdded FIX.4.4
2449NumberOfBuyOrdersNumOfBuyOrds For optional use in reporting trades.Added EP190
2450NumberOfSellOrdersNumOfSellOrds For optional use in reporting trades.Added EP190
346NumberOfOrdersNumOfOrds In an Aggregated Book, used to show how many individual orders make up an MDEntryAdded FIX.4.4
290MDEntryPositionNoPosNo Added FIX.4.4 Updated EP271
546ScopeScope Added FIX.4.4
811PriceDeltaPxDelta Added FIX.4.4
828TrdTypeTrdTyp Specifies trade type when a trade is being reported. For optional use in reporting trades.Added EP84 Updated EP190
829TrdSubTypeTrdSubTyp For optional use in reporting trades.Added EP163 Updated EP190
855SecondaryTrdTypeTrdTyp2 For optional use in reporting trades. Conditionally requires presence of TrdType(828).Added EP268
2896TertiaryTrdTypeTrdTyp3 For optional use in reporting trades. Conditionally requires presence of SecondaryTrdType(855).Added EP268
1934RegulatoryReportTypeRegRptTyp Used only when reporting a trade (MDEntryType(269)=2 (Trade)) that is a regulatory trade report.Added EP216
2405ExecMethodExecMeth Added EP186
574MatchTypeMtchTyp For optional use in reporting trades.Added EP163 Updated EP190
1115OrderCategoryOrdCat Added EP163
1390TradePublishIndicatorTrdPubInd For optional use in reporting trades.Added EP163 Updated EP190
ComponentTrdRegPublicationGrpTrdRegPublctn Added EP216
2373IntraFirmTradeIndicatorIntraFirmTrdInd Added EP268
570PreviouslyReportedPrevlyRpted Added EP216
ComponentRelatedTradeGrpReltdTrd For optional use when reporting trades. Lists trades related to the current market data entry, e.g. leg trades of a multi-leg trade.Added EP190
58TextTxt Text to describe the Market Data Entry. Part of repeating group.Added FIX.4.4
354EncodedTextLenEncTxtLen Must be set if EncodedText(355) field is specified and must immediately precede it.Added FIX.4.4 Updated EP190
355EncodedTextEncTxt Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.Added FIX.4.4 Updated EP190
1023MDPriceLevelMDPxLvl Added EP-1 Updated EP271
528OrderCapacityCpcty Added EP-1 Updated EP190
1024MDOriginTypeMDOrigTyp Added EP-1
332HighPxHighPx Used to report high price in association with trade, bid or ask rather than a separate entityAdded EP-1
333LowPxLowPx Used to report low price in association with trade, bid or ask rather than a separate entity.Added EP-1 Updated EP190
1025FirstPxFirstPx Indicates the first price of a trading session; can be a bid, ask, or trade price.Added EP84
31LastPxLastPx Indicates the last price of a trading session; can be a bid, ask, or trade price.Added EP84
1592DiscountFactorDiscFctr Added EP107
1020TradeVolumeTrdVol Used to report trade volume in association with trade, bid or ask rather than a separate entityAdded EP-1
ComponentPriceLimitsPxLmts Added EP267
1143MaxPriceVariationMxPxVar Added EP267
731SettlPriceTypeSetPxTyp Added EP190
2451SettlPriceDeterminationMethodSettlPxDtrmnMeth Added EP190
63SettlTypeSettlTyp Added EP-1
64SettlDateSettlDt Indicates date on which instrument will settle.
For NDFs required for specifying the value date.
Added EP-1 Updated EP82
1070MDQuoteTypeMDQteTyp Added EP-1
83RptSeqRptSeq Used to identify the sequence number within a feed typeAdded EP-1
1048DealingCapacityDealingCpcty Added EP-1 Updated EP190
1026MDEntrySpotRateMDEntrySpotRt Added EP-1
1027MDEntryForwardPointsMDEntryFwdPnts Added EP-1
ComponentPartiesPty Added EP-1
2445AggressorTimeAgrsrTm Added EP190
2446AggressorSideAgrsrSide Added EP190
654LegRefIDRefID May be specified for an MDEntryType(269)=2 (Trade) entry to indicate that MDEntryPx(270), PriceType(423) and MDEntrySize(271) apply to the instance of the InstrmtLegGrp component with matching LegID(1788).Added EP201
end Repeating Group


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